Trading Metrics calculated at close of trading on 06-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,983.00 |
4,049.25 |
66.25 |
1.7% |
3,976.50 |
High |
4,053.00 |
4,082.50 |
29.50 |
0.7% |
4,053.00 |
Low |
3,974.00 |
4,041.75 |
67.75 |
1.7% |
3,925.00 |
Close |
4,049.75 |
4,052.50 |
2.75 |
0.1% |
4,049.75 |
Range |
79.00 |
40.75 |
-38.25 |
-48.4% |
128.00 |
ATR |
64.48 |
62.78 |
-1.69 |
-2.6% |
0.00 |
Volume |
1,665,102 |
1,528,845 |
-136,257 |
-8.2% |
9,013,869 |
|
Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,181.25 |
4,157.50 |
4,075.00 |
|
R3 |
4,140.50 |
4,116.75 |
4,063.75 |
|
R2 |
4,099.75 |
4,099.75 |
4,060.00 |
|
R1 |
4,076.00 |
4,076.00 |
4,056.25 |
4,088.00 |
PP |
4,059.00 |
4,059.00 |
4,059.00 |
4,064.75 |
S1 |
4,035.25 |
4,035.25 |
4,048.75 |
4,047.00 |
S2 |
4,018.25 |
4,018.25 |
4,045.00 |
|
S3 |
3,977.50 |
3,994.50 |
4,041.25 |
|
S4 |
3,936.75 |
3,953.75 |
4,030.00 |
|
|
Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.25 |
4,349.50 |
4,120.25 |
|
R3 |
4,265.25 |
4,221.50 |
4,085.00 |
|
R2 |
4,137.25 |
4,137.25 |
4,073.25 |
|
R1 |
4,093.50 |
4,093.50 |
4,061.50 |
4,115.50 |
PP |
4,009.25 |
4,009.25 |
4,009.25 |
4,020.25 |
S1 |
3,965.50 |
3,965.50 |
4,038.00 |
3,987.50 |
S2 |
3,881.25 |
3,881.25 |
4,026.25 |
|
S3 |
3,753.25 |
3,837.50 |
4,014.50 |
|
S4 |
3,625.25 |
3,709.50 |
3,979.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,082.50 |
3,925.00 |
157.50 |
3.9% |
55.25 |
1.4% |
81% |
True |
False |
1,784,150 |
10 |
4,089.25 |
3,925.00 |
164.25 |
4.1% |
59.25 |
1.5% |
78% |
False |
False |
1,837,011 |
20 |
4,188.25 |
3,925.00 |
263.25 |
6.5% |
61.50 |
1.5% |
48% |
False |
False |
1,845,367 |
40 |
4,208.50 |
3,819.00 |
389.50 |
9.6% |
64.75 |
1.6% |
60% |
False |
False |
1,805,176 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.4% |
69.25 |
1.7% |
63% |
False |
False |
1,717,753 |
80 |
4,208.50 |
3,781.00 |
427.50 |
10.5% |
71.25 |
1.8% |
64% |
False |
False |
1,291,597 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.7% |
77.00 |
1.9% |
77% |
False |
False |
1,034,059 |
120 |
4,208.50 |
3,530.25 |
678.25 |
16.7% |
81.00 |
2.0% |
77% |
False |
False |
862,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,255.75 |
2.618 |
4,189.25 |
1.618 |
4,148.50 |
1.000 |
4,123.25 |
0.618 |
4,107.75 |
HIGH |
4,082.50 |
0.618 |
4,067.00 |
0.500 |
4,062.00 |
0.382 |
4,057.25 |
LOW |
4,041.75 |
0.618 |
4,016.50 |
1.000 |
4,001.00 |
1.618 |
3,975.75 |
2.618 |
3,935.00 |
4.250 |
3,868.50 |
|
|
Fisher Pivots for day following 06-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,062.00 |
4,036.25 |
PP |
4,059.00 |
4,020.00 |
S1 |
4,055.75 |
4,003.75 |
|